+86.6%
BURL vs BWA
+51.7%
+34.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -2.4% |
| 7D | +4.1% | -5.5% | +9.5% | +5.7% |
| 30D | -9.5% | -21.7% | +12.3% | -2.8% |
| 3M | -33.5% | -25.6% | -7.9% | -27.7% |
| 6M | -22.1% | -17.4% | -4.7% | -19.0% |
| YTD | -14.6% | +9.2% | -23.8% | -22.2% |
| 1Y | -8.4% | +9.7% | -18.1% | -16.9% |
| 3Y | +86.6% | +54.6% | +31.9% | +41.0% |
| All | +86.6% | +51.7% | +34.8% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling